I am trying to output a posterior probability distribution of parameters using 10000 points extracted from the posterior of a GP that was trained on a small set of simulation data. The prior of the parameters given the outputs is assumed to be non-informative uniform for each parameter. There are 13…

Bayesian Analysis of Posterior Predictions from GP model

AlexAndorra August 10, 2020, 9:43am 18

theta is the lengthscale of the GP’s kernel, so I think it’s one-dimensional

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